Access Statistics for Xiaohong Chen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates 0 0 0 184 0 0 0 444
A Model Selection Test for Bivariate Failure-Time Data 0 0 0 107 0 2 2 396
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 0 1 2 126
An Alternative Way of ComputingEfficient Instrumental VariableEstimators 0 0 0 2 0 0 0 39
An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 1 0 0 1 188
An Estimation of Economic Models with Recursive 0 0 0 64 1 1 2 218
An Estimation of Economic Models with Recursive Preferences 0 0 0 11 0 0 0 81
An Estimation of Economic Models with Recursive Preferences 0 0 3 68 0 0 7 230
An Estimation of Economic Models with Recursive Preferences 0 0 0 0 0 2 3 99
An alternative way of computing efficient instrumental variable estimators 0 0 0 3 0 0 0 54
An estimation of economic models with recursive preferences 0 0 0 2 1 1 1 54
An estimation of economic models with recursive preferences 0 0 1 12 0 2 4 65
An estimation of economic models with recursive preferences 0 0 0 30 0 0 0 67
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 0 2 109
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 12 0 1 2 56
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 40 0 1 5 158
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 1 2 67
Asymptotic efficiency of semiparametric two-step GMM 0 0 1 44 0 0 1 80
Averaging of moment condition estimators 0 0 0 48 1 1 1 99
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 0 0 1 331
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 0 1 347
Copula-based nonlinear quantile autoregression 0 0 0 58 0 1 2 103
Efficient Estimation of Copula-based Semiparametric Markov Models 0 0 0 189 0 1 2 549
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 0 0 37 0 0 1 141
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals 0 1 1 191 0 2 4 513
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 1 446 0 0 2 1,089
Efficient estimation of copula-based semiparametric Markov models 0 0 0 20 0 0 0 33
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 15 0 0 1 88
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 0 0 25 0 0 1 118
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification 0 0 0 521 1 2 8 1,598
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship 0 0 0 118 0 0 0 385
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 227 0 1 3 638
Estimation of Copula-Based Semiparametric Time Series Models 0 0 0 448 0 2 4 1,131
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 48 0 0 1 191
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 8 0 7 8 96
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 125 0 0 0 375
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments 0 0 0 25 0 0 0 100
Estimation of Semiparametric Models when the Criterion Function is not Smooth 0 0 1 8 0 1 3 66
Estimation of nonparametric conditional moment models with possibly nonsmooth moments 0 0 0 17 0 0 0 104
Estimation of semiparametric models when the criterion function is not smooth 0 0 0 3 1 1 2 70
Estimation of semiparametric models when the criterion function is not smooth 0 0 1 153 1 2 3 625
Evaluating Density Forecasts via the Copula Approach 0 0 0 322 0 0 2 665
Heterogeneity and Aggregate Fluctuations 0 0 4 24 0 2 25 94
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 1 51 1 2 3 91
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 1 1 3 678
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor 0 0 0 218 0 1 1 540
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior 0 0 0 82 0 1 1 332
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models 0 0 0 131 0 0 0 472
Likelihood Inference in Some Finite Mixture Models 0 0 0 28 0 0 0 64
Likelihood inference in some finite mixture models 0 0 0 11 0 1 1 76
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 1 2 173
Local Identification of Nonparametric and Semiparametric Models 0 1 1 13 0 2 4 136
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 0 80
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 13 136
MCMC Confidence sets for Identified Sets 0 0 0 38 0 1 1 59
MCMC Confidence sets for Identified Sets 0 0 0 2 0 2 2 57
MCMC confidence sets for identified sets 0 0 0 3 0 1 1 43
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide 0 0 1 101 0 0 2 104
Monte Carlo Confidence Sets for Identified Sets 0 0 0 0 0 0 0 31
Monte Carlo Confidence sets for Identified Sets 0 0 0 25 0 0 1 53
Monte Carlo confidence sets for identified sets 0 0 0 0 2 2 4 36
Nonlinearity and Temporal Dependence 0 0 0 34 0 1 1 131
Nonlinearity and Temporal Dependence 0 0 0 143 0 0 0 693
Nonlinearity and Temporal Dependence 0 0 0 42 0 0 1 135
Nonlinearity and Temporal Dependence 0 0 0 48 0 1 1 149
Nonparametric IV estimation of shape-invariant Engel curves 0 1 1 318 0 2 3 1,027
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 1 1 1 260
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 2 2 3 239
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 0 0 0 114
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 1 1 1 164
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 1 138 0 0 1 366
On rate optimality for ill-posed inverse problems in econometrics 0 0 1 13 0 0 4 73
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 2 0 0 0 25
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression 0 0 0 0 0 0 0 17
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation 0 0 0 22 0 1 1 88
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions 0 0 0 22 0 1 1 29
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 3 0 1 1 20
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression 0 0 0 28 2 2 6 85
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 8 0 0 0 32
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation 0 0 0 2 0 0 2 58
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 0 3 0 0 2 46
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression 0 0 0 4 0 0 0 46
Overidentification in Regular Models 0 0 0 3 0 0 2 17
Overidentification in Regular Models 0 0 0 20 1 1 3 71
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review 0 0 0 72 0 0 1 149
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions 0 0 0 15 1 2 3 40
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review 0 0 0 12 0 0 1 59
Principal Components and Long Run Implications of Multivariate Diffusions 0 0 0 130 0 0 1 327
Principal components and the long run 0 0 0 49 0 0 1 122
Robust Identification of Investor Beliefs 0 0 0 13 0 0 3 57
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions 0 0 0 103 0 1 5 345
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 0 30 1 1 2 109
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects 0 0 1 101 0 0 2 343
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 1 14 0 1 4 71
Sensitivity Analysis in Semiparametric Likelihood Models 0 0 0 42 1 1 5 115
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 1 2 118
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models 0 0 0 36 0 0 1 75
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 14 1 1 1 58
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 1 0 0 1 15
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 3 0 0 0 32
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 26 0 1 2 52
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models 0 0 0 5 0 0 1 48
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 0 54
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 36 0 1 4 88
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 20 0 1 2 50
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model 0 0 0 16 0 0 0 30
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates 0 0 0 8 1 1 2 71
The Estimation of Conditional Densities 0 0 0 6 0 1 1 30
The estimation of conditional densities 0 0 0 7 0 1 4 35
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models 0 0 0 69 0 0 2 141
Total Working Papers 0 3 22 6,898 24 80 233 21,760

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA 0 0 0 14 0 0 0 57
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 1 2 6 107 1 3 14 288
A new semiparametric spatial model for panel time series 0 0 1 406 0 0 7 723
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 0 1 70
A reverse Gaussian correlation inequality by adding cones 0 0 1 15 0 0 1 43
AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS 0 0 0 8 0 0 0 51
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz 0 0 0 8 0 0 1 52
An estimation of economic models with recursive preferences 0 0 3 12 0 0 4 66
Asymptotic Efficiency of Semiparametric Two-step GMM 0 1 5 12 0 3 11 122
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space 0 0 0 60 0 0 1 296
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS 0 1 2 46 0 1 4 130
Comment 0 0 0 0 0 0 0 19
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series 1 1 2 103 1 1 4 318
Copula-based nonlinear quantile autoregression 0 0 0 53 0 1 2 219
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions 0 0 0 453 3 5 20 1,436
Efficient Estimation of Semiparametric Multivariate Copula Models 0 0 0 90 1 1 4 220
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals 0 1 5 83 0 1 11 243
Efficient estimation of semiparametric copula models for bivariate survival data 0 0 0 14 0 1 1 52
Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach 0 0 0 20 1 1 3 109
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification 1 1 4 266 1 1 11 702
Estimation and model selection of semiparametric multivariate survival functions under general censorship 0 0 1 21 0 1 6 96
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals 0 0 0 27 1 2 4 175
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth 0 0 0 53 0 0 8 340
Estimation of copula-based semiparametric time series models 0 0 2 128 0 2 5 375
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables 0 0 12 149 1 3 27 403
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA 0 0 0 10 0 0 0 65
Flexible Estimation of Treatment Effect Parameters 0 0 0 28 0 1 1 123
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 0 18 1 1 1 74
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 1 0 0 2 15
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 1 2 9 26
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 1 1 79
Land of addicts? an empirical investigation of habit-based asset pricing models 0 0 0 117 2 2 5 380
Land of addicts? an empirical investigation of habit‐based asset pricing models 0 0 1 1 0 0 3 16
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications 1 1 3 40 2 3 6 118
Likelihood inference in some finite mixture models 0 0 0 5 0 0 1 58
Local Identification of Nonparametric and Semiparametric Models 0 0 0 18 0 0 1 111
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 0 2 8 188 2 4 16 420
Measurement Error Models with Auxiliary Data 2 3 4 121 5 6 8 451
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide 0 0 4 15 0 0 4 66
Model check by kernel methods under weak moment conditions 0 0 0 5 0 0 0 39
Monte Carlo Confidence Sets for Identified Sets 0 0 1 7 0 2 3 72
Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study 0 0 0 7 0 1 2 57
Nonlinear Models of Measurement Errors 0 0 0 66 0 0 2 304
Nonlinearity and temporal dependence 0 0 0 64 0 0 1 243
Nonparametric Adaptive Learning with Feedback 0 0 2 60 0 1 3 157
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 1 12 0 0 2 91
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models 2 2 2 67 2 2 8 210
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 1 27 0 0 1 99
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression 0 0 0 1 0 0 1 17
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions 0 0 5 31 0 2 15 143
Overidentification in Regular Models 1 1 1 5 1 1 3 91
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 1 2 6 288 2 7 16 734
Semiparametric estimation of the bid–ask spread in extended roll models 0 0 0 15 0 0 0 66
Semiparametric identification of the bid–ask spread in extended Roll models 0 0 0 7 1 1 5 56
Sieve Extremum Estimates for Weakly Dependent Data 0 0 0 0 0 1 12 662
Sieve M inference on irregular parameters 0 0 0 14 0 0 4 113
Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models 0 0 0 2 1 1 2 62
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 4 36 0 0 9 155
Sieve semiparametric two-step GMM under weak dependence 0 1 4 22 1 3 15 127
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions 0 0 5 56 0 0 12 182
Total Journal Articles 10 19 97 3,512 31 69 324 12,287

Chapter File Downloads Abstract Views
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Large Sample Sieve Estimation of Semi-Nonparametric Models 2 7 21 1,038 6 23 67 2,596
Total Chapters 2 7 21 1,038 6 23 67 2,596

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Statistics updated 2025-03-03